+1,402.2%
RF vs VSH
+1,203.4%
+198.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -2.0% |
| 7D | -0.9% | -12.9% | +12.0% | +2.5% |
| 30D | +6.0% | -36.9% | +42.9% | +19.3% |
| 3M | -8.9% | -28.8% | +19.9% | -2.0% |
| 6M | +2.3% | -30.3% | +32.6% | +4.9% |
| YTD | +7.6% | +62.4% | -54.8% | -16.2% |
| 1Y | +21.2% | +62.5% | -41.4% | -5.8% |
| 3Y | +108.5% | +7.4% | +101.1% | +76.5% |
| 5Y | +43.2% | +25.4% | +17.8% | +14.5% |
| 10Y | +288.1% | +102.6% | +185.4% | +171.2% |
| All | +1,402.2% | +1,203.4% | +198.8% | +534.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling